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Efficient Kriging via Fast Matrix-Vector Products.
Nargess Memarsadeghi
NASA/GSFC, Code 587
Greenbelt, MD, 20771
[email protected]
Vikas C. Raykar
Siemens Medical Solutions
Malvern, PA 19355
[email protected]
Keywords—geostatistics, image fusion, kriging, approximate
algorithms, fast multipole methods, fast Gauss transform,
nearest neighbors, iterative methods.
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4
5
6
7
8
OF
C ONTENTS
I NTRODUCTION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
O RDINARY K RIGING VIA I TERATIVE M ETHODS
M ATRIX - VECTOR M ULTIPLICATION . . . . . . . . . . . . .
FAST A PPROXIMATE M ATRIX - VECTOR M ULTI PLICATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
DATA SETS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
E XPERIMENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
R ESULTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
C ONCLUSIONS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
R EFERENCES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
B IOGRAPHY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
David M. Mount
University of Maryland
College Park, MD 20742
[email protected]
images involved [6, 7]. A generalized version of the ordinary
kriging, called cokriging [3, 5], can be used for image fusion
of multi-sensor data [8, 9]. Unfortunately, ordinary kriging
interpolant is computationally very expensive to compute exactly. For n scattered data points, computing the value of
a single interpolant involves solving a dense linear system
of order n × n, which takes O(n3 ). This is infeasible for
large n. Traditionally, kriging is solved approximately by local approaches that are based on considering only a relatively
small number of points that lie close to the query point [3, 5].
There are many problems with this local approach, however.
The first is that determining the proper neighborhood size is
tricky, and is usually solved by ad hoc methods such as selecting a fixed number of nearest neighbors or all the points lying
within a fixed radius. Such fixed neighborhood sizes may not
work well for all query points, depending on local density
of the point distribution [5]. Local methods also suffer from
the problem that the resulting interpolant is not continuous.
Meyer showed that while kriging produces smooth continuous surfaces, it has zero order continuity along its borders
[10]. Thus, at interface boundaries where the neighborhood
changes, the interpolant behaves discontinuously. Therefore,
it is important to consider and solve the global system for
each interpolant. However, solving such large dense systems
for each query point is impractical.
Abstract—Interpolating scattered data points is a problem of
wide ranging interest. Ordinary kriging is an optimal scattered data estimator, widely used in geosciences and remote
sensing. A generalized version of this technique, called cokriging, can be used for image fusion of remotely sensed data.
However, it is computationally very expensive for large data
sets. We demonstrate the time efficiency and accuracy of approximating ordinary kriging through the use of fast matrixvector products combined with iterative methods. We used
methods based on the fast Multipole methods and nearest
neighbor searching techniques for implementations of the fast
matrix-vector products.
TABLE
Ramani Duraiswami
University of Maryland
College Park, MD 20742
[email protected]
1
2
2
2
4
4
4
5
5
7
Recently an approximation approach to kriging has been
proposed based on a technique called covariance tapering
[11, 12]. However, this approach is not efficient when covariance models have relatively large ranges. Also, finding a valid
taper, as defined in [11], for different covariance functions is
difficult and at times impossible (e.g. Gaussian covariance
model).
1. I NTRODUCTION
Scattered data interpolation is a problem of interest in numerous areas such as electronic imaging, smooth surface modeling, and computational geometry [1,2]. Our motivation arises
from applications in geology and mining, which often involve
large scattered data sets and a demand for high accuracy. For
such cases, the method of choice is ordinary kriging [3]. This
is because it is a best unbiased estimator [3–5]. Also in remote sensing, image fusion of multi-sensor data is often used
to increase either the spectral or the spatial resolution of the
In this paper, we address the shortcomings of the previous
approaches through an alternative based on Fast Multipole
Methods (FMM). The FMM was first introduced by Greengard
and Rokhlin for fast multiplication of a structured matrix by
a vector [13, 14]. If the Gaussian function is used for generating the matrix entries, the matrix-vector product is called
the Gauss transform. We use efficient implementations of the
Gauss transform based on the FMM idea (see [15,16]) in combination with the SYMMLQ iterative method [17] for solving
large ordinary kriging systems. Billings et al. [18] had also
suggested the use of iterative methods in combination with
the FMM for solving such systems.
U.S. Government work not protected by U.S. copyright
This work was done when Nargess Memarsadeghi and Vikas C. Raykar
were graduate students in Computer Science Department of the University
of Maryland at College Park.
The work of D. M. Mount has been supported in part by the National Science
Foundation under grant CCR–0635099.
The remainder of this paper is organized as follows. Section
1
method requires one O(n2 ) matrix-vector multiplication per
iteration. The storage is O(n) since the matrix-vector multiplication can use elements computed on the fly without storing the matrix. Empirically the number of iterations required,
k, is generally small compared to n leading to a computational cost of O(kn2 ).
2 describes the ordinary kriging system and solving it via an
iterative method. In Section 3 we introduce the matrix-vector
products involved in solving such systems. We mention two
existing efficient and approximate implementations of such
products in Section 4. Section 5 describes our data sets. Our
experiments and results are presented in Sections 6 and 7 respectively. Section 8 concludes this paper.
3. M ATRIX - VECTOR M ULTIPLICATION
2. O RDINARY K RIGING VIA I TERATIVE
M ETHODS
The O(kn2 ) quadratic complexity is still too high for
large data sets. The core computational step in each
SYMMLQ iteration involves the multiplication of a matrix
C with some vector, say q. For the Gaussian covariance model the entries of the matrix
C are of the form
[C]ij = exp −3kxi − xj k2 /a2 . Hence, the j th element of thePmatrix-vector product Cq can be written as
n
2
2
(Cq)j =
i=1 qi exp −3kxi − xj k /a –which is the
weighted sum of n Gaussians each centered at xi and evaluated at xj .
Kriging is an interpolation method named after Danie Krige,
a South African mining engineer [5]. Kriging and its variants have been traditionally used in mining and geostatistics
applications [3–5]. Kriging is also referred to as the Gaussian process predictor in the machine learning domain [19].
The most commonly used variant is called ordinary kriging,
which is often referred to as a Best Linear Unbiased Estimator (BLUE) [3, 11]. It is considered to be best because it
minimizes the variance of the estimation error. It is linear
because estimates are weighted linear combination of available data, and is unbiased since it aims to have the mean error
equal to zero [3]. Minimizing the variance of the estimation
error forms the objective function of an optimization problem. Ensuring unbiasedness of the error imposes a constraint
on this function. Formalizing this objective function with its
constraint results in the following system [3, 5, 12].
C L
w
C0
,
(1)
=
LT 0
1
µ
Discrete Gauss transform (GT)
The sum of multivariate Gaussians is known as the discrete
Gauss transform in scientific computing. In general, for each
target point {yj ∈ Rd }m
j=1 (which in our case are the same as
the source points xi ) the discrete Gauss transform is defined
as
n
X
kxi −yj k2
(2)
qi e− h2 ,
G(yj ) =
i=1
√
where h (in our case h = a/ 3) is called the bandwidth of
the Gaussian. Evaluating discrete Gauss transforms for m
target points due to n different source locations arises in may
applications. In this paper, the Gauss transform (GT) refers to
this direct implementation, which takes O(mn) time.
where C is the matrix of points’ pairwise covariances, L is a
column vector of all ones and of size n, and w is the vector
of weights wi , . . . , wn . Therefore, the minimization problem for n points reduces to solving a linear system of size
(n + 1)2 , which is impractical for very large data sets via direct approaches. It is also important that matrix C be positive
definite [3, 12]. Pairwise covariances are often modeled as
a function of points’ separation. These functions should result in a positive definite covariance matrix. Christakos [20]
showed necessary and sufficient conditions for such permissible covariance functions. Two of these valid functions are
the Gaussian and Spherical covariance functions [3, 5, 20]. In
this paper, the Gaussian covariance function is used. For two
points xi and xj , the Gaussian covariance
function is defined
as Cij = exp −3kxi − xj k2 /a2 , where a is the range of
the covariance function.
4. FAST A PPROXIMATE M ATRIX - VECTOR
M ULTIPLICATION
Various fast approximation algorithms [15,23] have been proposed to compute the discrete Gauss transform in O(m + n)
time. These algorithms compute the sum to any arbitrary ǫ
b to be an ǫ-exact apprecision. For any ǫ > 0, we define G
proximation to G if the
Pnmaximum absolute error relative to
the total weight Q = i=1 |qi | is upper bounded by ǫ, i.e.,
"
#
b j ) − G(yj )|
|G(y
max
≤ ǫ.
(3)
yj
Q
For large data sets, it is impractical to solve the ordinary kriging system using direct approaches that take O(n3 ) time. Iterative methods generate a sequence of solutions which converge to the true solution in n iterations. In practice, however,
we loop over k ≪ n iterations [21]. In particular, we used
an iterative method called SYMMLQ which is appropriate for
solving symmetric systems [17]. Note that the coefficient matrix in the ordinary kriging linear system while symmetric is
not positive definite since it has a zero entry on its diagonal.
Therefore, methods such as conjugate gradient are not applicable here [22]. The actual implementation of the SYMMLQ
The constant in O(m + n) depends on the desired accuracy ǫ,
which however can be arbitrary. At machine precision there
is no difference between the direct and the fast methods. The
method relies on retaining only the first few terms of an infinite series expansion for the Gaussian function. These methods are inspired by the fast multipole methods (FMM), originally developed for the fast summation of the potential fields
generated by a large number of sources, such as those arising
in gravitational potential problems [13]. The fast Gauss transform (FGT) is a special case where FMM ideas were used for
2

the Gaussian potential [23]. The improved fast Gauss transform (IFGT) is a similar algorithm based on a single different
factorization and data structure. It is suitable for higher dimensional problems and provides comparable performance
in lower dimensions [15].

|α|≤p−1
IFGT is an efficient algorithm for approximating the Gauss
transform. The fast Gauss transform, first proposed by
Greengard and Strain [23], is an ǫ-exact approximation algorithm for the Gauss transform. This algorithm reduces the
Gauss transform’s computational complexity from O(mn) to
O(m + n). However, this algorithm’s constant factor grows
exponentially with dimension d. Later improvements, including the IFGT algorithm, reduced this constant factor to asymptotically polynomial order in terms of d. The IFGT algorithm
was first introduced by Yang et al. [15]. Their implementation did not use a sufficiently tight error bound to be useful
in practice. Also, they did not adaptively select the necessary
parameters to achieve the desired error bound. Raykar et al.
later presented an approach that overcame these shortcomings [16, 24]. We used the implementation due to Raykar et
al. We briefly describe some of the key ideas in IFGT. Please
see [16,24] for more details. For any point x∗ ∈ Rd the Gauss
Transform at yj can be written as,
n
X
qi e−
=
=
i=1
n
X
qi e−
qi e−
kxi −x∗ k2
h2
e−
e
2(yj −x∗ )·(xi −x∗ )
h2
.
(5)
(4)
The final algorithm has four stages. The first stage involves
determining parameters of the algorithm based on specified
error bounds, bandwidth, and data distribution. Second, the
d-dimensional space is subdivided using a k-center clustering [25]. Next, a truncated representation of the Gaussian
inside each cluster is built using a set of decaying basis functions. Finally, the influence of all the data in a neighborhood
using coefficients at cluster centers are collected and the approximate GT is evaluated. Please see [16, 24] for details.
GT
2(yj −x∗ )·(xi −x∗ )/h2
X
|α|≤p−1
2α
α!
yj − x∗
h
α xi − x∗
h
α
n
X
qi e−kxi −x∗ k
2
with nearest neighbors (GTANN)
GTANN is also an efficient algorithm for calculating matrixvector products.
This method was implemented by
Raykar [26], where it is referred to as the FigTree method.
This method is most effective when the Gaussian models being used have small ranges, while IFGT gives good speed-ups
when dealing with large range values.
+ errorp .
The truncation number p is chosen based on the prescribed
error ǫ. Ignoring error terms for now G(yj ) can be approximated as,
b j) =
G(y
.
Thus far, we have used the Taylor series expansion about a
certain point x∗ . However if we use the same x∗ for all
the points we typically would require very high truncation
number since the Taylor series is valid only in a small open
ball around x∗ . The IFGT algorithm uses a data adaptive
space partitioning scheme–the farthest point clustering algorithm [25]–to divide the n sources into K spherical clusters–
and then build a Taylor series at the center of each cluster.
In Equation (4) the first exponential inside the summation
2
2
e−kxi −x∗ k /h depends only on the source coordinates xi .
2
2
The second exponential e−kyj −x∗ k /h depends only on the
target coordinates yj . However for the third exponential,
2
e2(yj −x∗ )·(xi −x∗ )/h , the source and target are entangled. The
crux of the algorithm is to separate this entanglement via Taylor series using multi-index notation. The p-term truncated
2
Taylor series expansion for e2(yj −x∗ )·(xi −x∗ )/h can be written as [16, 24],
=

The coefficients Cα can be evaluated separately in O(n).
b j ) at m points is O(m). Hence the comEvaluation of G(y
putational cost has reduced from the quadratic O(nm) to the
linear O(n + m). We have omitted the constants in the computational cost. A detailed analysis of the cost can be seen in
[16, 24].
i=1
e
xi − x∗
h
α
α
n
2α X −kxi −x∗ k2 /h2 xi − x∗
.
qi e
Cα =
α! i=1
h
,
kyj −x∗ k2
h2
yj − x∗
h
α where,
kyj −xi k2
h2
k(yj −x∗ )−(xi −x∗ )k2
h2
2
α!
|α|≤p−1
i=1
n
X
α
Rearranging the terms Equation (5) can be written as
"
α #
n
X
2α X −kxi −x∗ k2 /h2 xi − x∗
b
qi e
G(yj ) =
α! i=1
h
|α|≤p−1
α
2
2
yj − x∗
e−kyj −x∗ k /h
h
α
X
yj − x∗
−kyj −x∗ k2 /h2
,
Cα e
=
h
Improved fast Gauss transform (IFGT)
G(yj ) =
X
First, based on the desired error bound, a search radius is calculated. Then, for each target point, source points within that
radius are considered. Since the Gaussian function dissipates
very rapidly, nearby points have the greatest influence. These
/h2 −kyj −x∗ k2 /h2
e
i=1
3
Experiment 1: We varied number of scattered data points
from 1000 up to 5000, with a small fixed Gaussian covariance
model of range a = 12.
Experiment 2: We varied number of sampled points. This
time, points had a larger range equal to a = 100 for their
covariance model.
Experiment 3: Finally, we examined the effect of different
covariance ranges equal to a = 12, 25, 100, 250, and 500 on
a fixed data set of size 5000.
source points are calculated via fixed-radius nearest neighbor
search routines of the ANN library [27]. Finally, for each target point, their nearest neighbor source points are calculated
in matrix-vector product calculations, involving the covariance matrix C in the ordinary kriging system.
5. DATA
SETS
We generated three sets of sparse data sets. For the first set,
the number of sampled points varied from 1000 up to 5000,
while their covariance model had a small range value of 12.
For the second set, we varied the number of samples in the
same manner, except that the points’ covariance model had a
larger range equal to 100. Finally, we sampled 5000 points
from dense grids, where points’ covariance model had ranges
equal to a = 12, 24, 100, 250, and 500. For each input data
set we use 200 query points which are drawn from the same
dense grid but are not present in the sampled data set. One
hundred of these query points were sampled uniformly from
the original grids. The other 100 query points were sampled
from the same Gaussian distributions that were used in the
generation of a small percentage of the sparse data.
7. R ESULTS
In this section we compare both the quality of results and the
speed-ups achieved for solving the ordinary kriging system
via iterative methods combined with fast approximate matrixvector multiplication techniques.
Figure 1 presents results of the first experiment mentioned.
When utilizing approximate methods IFGT and GTANN the
exact residuals are comparable to those obtained from GT.
The IFGT approach gave speed-ups ranging from 1.3–7.6,
while GTANN resulted in speed-ups ranging roughly from 50–
150. This is mainly due to the fact that the covariance function’s range is rather small. Since there are only a limited
number of source points influencing each target point, collecting and calculating the influence of all source points for each
target point (the IFGT approach) is excessive. The GTANN
approach works well for such cases by considering only the
nearest source points to each target point. In both cases, the
speed-ups grow with number of data points. Algorithms perform similarly for points from the Gaussian distribution to
those from uniform distribution.
6. E XPERIMENTS
We used the SYMMLQ iterative method as our linear solver.
We set the desired solutions’ relative error, or the convergence
criteria for the SYMMLQ method, to ǫ2 = 10−3 . Thus, if
SYMMLQ is implemented exactly, we expect the relative error to be less than 10−3 . The exact error is likely to be higher
than that. We developed three versions of the ordinary kriging interpolator, each of which calculates the matrix-vector
products involved in the SYMMLQ method differently.
Figure 2 shows results of the second experiment. While the
GTANN approach did not result in significant speed-ups, the
IFGT gave constant factor speed-ups ranging roughly from 1.5
to 7.5, as we increased the number of data points. The IFGT
approach results in larger residuals for small data sets, and
when solving the ordinary kriging system for query points
from the uniform distribution. In particular, for n = 1000
and n = 2000, the performance of IFGT is not acceptable with
respect to the exact residuals calculated. This poor overall result for these cases is because the SYMMLQ method did not
meet its convergence criteria and reached maximum number
of iterations. Increasing the required accuracy for the IFGT
algorithm, by changing the ǫ = 10−4 to 10−6 resolved this
issue and gave residuals comparable to those obtained from
the GT method. As the number of points increases, the quality of results approaches those of the exact methods. For the
query points from the Gaussian distribution, the quality of
results are comparable to the exact method, when using the
IFGT approach. The GTANN approach also results in comparable residuals to the exact methods in all cases.
Gauss Transform (GT): Computes the matrix-vector product exactly.
Improved Fast Gauss Transform (IFGT):
Approximates
the matrix-vector product to the ǫ precision via the IFGT
method mentioned in Section 4.
Gauss transform with nearest neighbors (GTANN):
Approximates the matrix-vector product using the GTANN
method mentioned in Section 4.
All experiments were run on a Sun Fire V20z running Red
Hat Enterprise release 3, using the g++ compiler version
3.2.3. Our software is implemented in C++ and uses the
Geostatistical Template Library (GsTL) [28] and Approximate Nearest Neighbor library (ANN) [27]. GsTL is used
for building and solving the ordinary kriging systems, and
ANN is used for finding nearest neighbors when using the
GTANN approach. In all cases, for the IFGT and GTANN approaches we required the approximate matrix-vector products
to be evaluated within ǫ = 10−4 accuracy. All experiments’
results are averaged over five runs. We designed three experiments to study the effect of covariance ranges and number of
data points on performances of our different ordinary kriging
versions.
Figure 3 presents results of the last set of experiments. In all
cases, the quality of results is comparable to those obtained
from exact methods. The IFGT approach resulted in speedups of 7–15 in all cases. The GTANN approach is best when
4
June 2004.
used for covariance functions with small range values of 12,
and 25. While the GTANN approach is slower than the exact
methods for range values larger than 100, it results in speedup factors of 151–153, and 47–49 for range values 12 and 25
respectively. Thus, the GTANN approach is efficient for small
range values, and so is the IFGT approach for large ranges.
[8] N. Memarsadeghi, J. L. Moigne, D. M. Mount, and
J. Morisette, “A new approach to image fusion based
on cokriging,” in the Eighth International Conference
on Information Fusion, vol. 1, July 2005, pp. 622–629.
[9] N. Memarsadeghi, J. L. Moigne, and D. M. Mount, “Image fusion using cokriging,” in IEEE International Geoscience and Remote Sensing Symposium (IGARSS’06),
July 2006, pp. 2518 – 2521.
8. C ONCLUSIONS
We integrated efficient implementations of the Gauss Transform for solving ordinary kriging systems. We examined
the effect of number of points and the covariance functions’
ranges on the running time for solving the system and the
quality of results. The IFGT is more effective as number of
data points increases. Our experiments using the IFGT approach for solving the ordinary kriging system demonstrated
speed-up factors ranging from 7–15 when using 5000 points.
Based on our tests on varying number of data points, we
expect even higher speed-up factors compared to the exact
method when using larger data sets. In almost all cases, the
quality of IFGT results are comparable to the exact methods. The GTANN approach outperformed the IFGT method
for small covariance range values, resulting in speed-up factors as high as 153 and 49 respectively. The GTANN approach
is slower than the exact methods for large ranges (100 and
over in our experiments), and thus is not recommended for
such cases. The quality of results for GTANN was comparable to the exact methods in all cases. Please see [26, 29] for
details of methods used in this work.
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and Geographic Information Science,, vol. 31, no. 4, pp.
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data sets,” in Proceedings of the International Conference on Computational Science (ICCS’07), ser. Lecture Notes in Computer Science, vol. 4488. Springer–
Verlag, May 2007, pp. 503–510.
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Future work involves efficient kriging via fast approximate
matrix-vector products for other covariance functions, where
a factorization exists. We also plan on using preconditioners [21] for our iterative solver, so that the approximate versions converge faster, and we obtain even higher speed-ups.
[15] C. Yang, R. Duraiswami, and L. Davis, “Efficient kernel machines using the improved fast Gauss transform.”
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Press, 2005, pp. 1561–1568.
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5
Average Exact Residuals
Average CPU Time for Solving the System
Over 200 Query Points
Over 200 Query Points
Average CPU Running Time (sec)
Average Exact Residuals
15E-4
1E-3
5E-4
GT
IFGT
GTANN
1E-4
1000
2000
3000
4000
Number of Scattered Data Points (n)
200
100
10
1.0
0.1
0.01
1000
5000
GT
IFGT
GTANN
2000
3000
4000
Number of Scattered Data Points (n)
5000
Figure 1. Experiment 1, Left: Average absolute errors. Right: Average CPU times
Average Exact Residuals
Average CPU Time for Solving the System
Over 200 Query Points
Over 200 Query Points
Average CPU Running Time (sec)
Average Exact Residuals
0.04
0.03
0.02
GT
IFGT
GTANN
0.01
2E-3
1000
2000
3000
4000
Number of Scattered Data Points (n)
270
250
200
150
100
10
1000
5000
GT
IFGT
GTANN
50
2000
3000
4000
Number of Scattered Data Points (n)
5000
Figure 2. Experiment 2, Left: Average absolute errors. Right: Average CPU times
Average Exact Residuals
Average CPU Time for Solving the System
Over 200 Query Points
Over 200 Query Points
2500
Average CPU Running Time (sec)
Average Exact Residuals
0.02
0.01
5E-3
2E-3
1E-3
0
12
GT
IFGT
GTANN
100
200
300
400
Range of the Gaussian Covariance Function
1000
500
100
50
10
5
GT
IFGT
GTANN
1
12
500
100
200
300
400
Range of the Gaussian Covariance Function
Figure 3. Experiment 3, Left: Average absolute errors. Right: Average CPU times
6
500
[21] Y. Saad, Iterative methods for sparse linear systems.
SIAM, 2003.
Vikas C. Raykar received the B.E. degree in electronics and communication
engineering from the National Institute
of Technology, Trichy, India, in 2001,
the M.S. degree in electrical engineering
from the University of Maryland, College Park, in 2003, and the Ph.D. degree
in computer science in 2007 from the
same university. He currently works as a scientist in Siemens
Medical Solutions, USA. His current research interests include developing scalable algorithms for machine learning.
[22] S. G. Nash and A. Sofer, Linear and Nonlinear Programming. McGraw-Hill Companies, 1996.
[23] L. Greengard and J. Strain, “The fast Gauss transform,”
SIAM Journal of Scientific and Statistical Computing,,
vol. 12, no. 1, pp. 79–94, 1991.
[24] V. C. Raykar and R. Duraiswami, Large Scale Kernel
Machines. MIT Press, 2007, ch. The Improved Fast
Gauss Transform with applications to machine learning.
[25] T. Feder and D. H. Greene, “Optimal algorithms for approximate clustering,” in Proc. 20th Annual ACM Symposium on Theory of Computing, 1988, pp. 434–444.
Ramani Duraiswami is an associate
professor in the department of computer
science and UMIACS at the University of Maryland, College Park. He directs the Perceptual Interfaces and Reality Lab., and has broad research interests in scientific computing, computational acoustics and audio, computer vision and machine learning.
[26] V. C. Raykar, “Scalable machine learning for massive
datasets: Fast summation algorithms,” Ph.D. dissertation, University of Maryland, College Park, MD, 20742,
March 2007.
[27] D. M. Mount and S. Arya, “ANN: A library for approximate nearest neighbor searching,” http://www.cs.umd.
edu/˜mount/ANN/, May 2005.
David Mount is a professor in the Department of Computer Science at the
University of Maryland with a joint appointment in the University’s Institute
for Advanced Computer Studies (UMIACS). He received his Ph.D. from Purdue University in Computer Science in
1983, and since then has been at the
University of Maryland. He has written over 100 research
publications on algorithms for geometric problems, particularly problems with applications in image processing, pattern recognition, information retrieval, and computer graphics. He currently serves as an associate editor for the journal ACM Trans. on Mathematical Software and served on
the editorial board of Pattern Recognition from 1999 to 2006.
He served as the program committee co-chair for the 19th
ACM Symposium on Computational Geometry in 2003 and
the Fourth Workshop on Algorithm Engineering and Experiments in 2002.
[28] N. Remy, “GsTL: The Geostatistical Template Library
in C++,” Master’s thesis, Department of Petroleum Engineering of Stanford University, March 2001.
[29] N. Memarsadeghi, “Efficient algorithms for clustering
and interpolation of large spatial data sets,” Ph.D. dissertation, University of Maryland, College Park, MD,
20742, April 2007.
B IOGRAPHY
Nargess Memarsadeghi is a computer
engineer at the Information Systems Division (ISD) of the Applied Engineering and Technology Directorate (AETD)
at NASA Goddard Space Flight Center
(GSFC) since July 2001. She received
her Ph.D. from the University of Maryland at College Park in Computer Science in May 2007. She is interested in design and development of efficient algorithms for large data sets with applications in image processing, remote sensing, and optics
via computational geometry and scientific computation techniques.
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